A comparison of techniques for dynamic multivariate risk measures

Author(s): Feinstein, Zachary; Rudloff, Birgit

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DC Field	Value	Language
dc.contributor.author	Feinstein, Zachary	-
dc.contributor.author	Rudloff, Birgit	-
dc.date.accessioned	2020-02-24T19:48:11Z	-
dc.date.available	2020-02-24T19:48:11Z	-
dc.date.issued	2013-05-09	en_US
dc.identifier.citation	Feinstein, Zachary, Rudloff, Birgit. (2013). A comparison of techniques for dynamic multivariate risk measures. Springer PROMS series, 151 (3), 978 - 3	en_US
dc.identifier.uri	http://arks.princeton.edu/ark:/88435/pr1b20x	-
dc.description.abstract	This paper contains an overview of results for dynamic multivariate risk measures. We provide the main results of four different approaches. We will prove under which assumptions results within these approaches coincide, and how properties like primal and dual representation and time consistency in the different approaches compare to each other.	en_US
dc.format.extent	1 - 33	en_US
dc.language.iso	en_US	en_US
dc.relation.ispartof	Springer PROMS series	en_US
dc.rights	Author's manuscript	en_US
dc.title	A comparison of techniques for dynamic multivariate risk measures	en_US
dc.type	Journal Article	en_US
pu.type.symplectic	http://www.symplectic.co.uk/publications/atom-terms/1.0/journal-article	en_US

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